I use iTunes as it is the only way for me to transfer it to my iTunes phone (slvr). Well there is another way but it is much more complicated. iTunes is great for being simple but it always runs useless processes on your PC even when you are not using iTunes (same with quicktime) which is a waste of resources. Once I get a new mp3 player, maybe the Zune, I will probably get rid of iTunes. (I hope that WMP 11 comes out with a way to subscribe to podcasts)

In case you were still looking for data on this, and in case anyone else hasn't mentioned it (I didn't read all the pages), I use Mozilla Thunderbird for all my RSS and email needs (though it doesn't do Flash, which is kind of annoying). It's a great thing to open up your email program and discover that your only new emails are spam, but oh look! There is a new Gaming Steve article on the RSS feed, or a new White Ninja or XKCD comic to possibly titter over.

My scroll wheel gets a good workout in Thunderbird, I <3 RSS - thanks Steve for making your feed links so obvious and accessible, and in many different formats. Syndication is great, and it's the only way I will ever visit a site again... I don't manually surf to sites, or use Bookmarks religiously... in fact, I detest when I find a great webcomic that doesn't have an RSS feed, because it means, practically, that I will never see it again.

Oh, and as far as what I play it on, I use my Creative Zen Vision:M. I love the bookmarks feature for those long podcasts you can't listen to in just one sitting (or one train ride, etc).